+34.5%
QXO vs SONY
+293.1%
-258.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.3% |
| 7D | -7.8% | -2.7% | -5.1% | -7.1% |
| 30D | -18.1% | +1.5% | -19.6% | -18.5% |
| 3M | -25.8% | +13.0% | -38.8% | -28.5% |
| 6M | -41.7% | +11.2% | -52.9% | -43.8% |
| YTD | -36.2% | -6.6% | -29.5% | -35.5% |
| 1Y | -42.1% | -18.1% | -24.0% | -39.5% |
| 3Y | -46.2% | +42.1% | -88.2% | -53.9% |
| 5Y | -70.7% | +11.0% | -81.8% | -72.8% |
| All | +34.5% | +293.1% | -258.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling